Stochastic models in actuarial risk theory. A mathematical introduction

DOI10.1007/978-3-662-60924-8zbMATH Open1433.91002OpenAlexW2243591974MaRDI QIDQ5918115

Riccardo Gatto

Publication date: 8 April 2020

Published in: Masterclass (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-662-60924-8

zbMATH Keywords

approximationsruin probabilitychange of measureadjustment coefficientcoherent risk measureindividual model(mixed) Poisson process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Extreme value theory; extremal stochastic processes (60G70) Stochastic models in economics (91B70) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial mathematics (91G05)

Related Items (3)

Title not available (Why is that?) ⋮ Stochastic models in life insurance. Translation from the 2nd German edition. ⋮ Book review of: V. I. Rotar, Actuarial models: the mathematics of insurance. 2nd ed.

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